Universal covariance formula for linear statistics on random matrices
Fabio Deelan Cunden 1, 2 Pierpaolo Vivo 3 Physical Review Letters, American Physical Society, 2014, 113, pp.070202 We derive an analytical formula for the covariance $\mathrm{Cov}(A,B)$ of two smooth linear statistics $A=\sum_i a(\lambda_i)$ and $B=\sum_i b(\lambda_i)$ to leading order for $N\to\infty$, where $\{\lambda_i\}$ are the $N$ real eigenvalues of a general one-cut random-matrix model with […]
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